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NEW DATA INSIGHT (@ 2021-10-23 04:00:53)
How about a bit more data on correlations, our favorite topic... Some of the (3 month rolling) correlations that have declined the most since a month ago were between Crypto.com Coin - Inv Grade Credit (-0.23 today vs. 0.03 a month ago), US Treasury Bonds - Crypto.com Coin (-0.37 today vs. -0.14 a month ago), US Treasury Bonds - AAVE (-0.25 today vs. -0.02 a month ago) and Crypto.com Coin - US Treasury Bonds (-0.37 today vs. -0.14 a month ago). Meanwhile, increasing correlations were seen between US Treasury Bonds - Inv Grade Credit (0.66 today vs. 0.19 a month ago), Inv Grade Credit - Euro Stoxx 50 (0.16 today vs. -0.30 a month ago), Inv Grade Credit - Global High Yield (0.55 today vs. 0.11 a month ago) and Inv Grade Credit - EM LC Bonds (0.58 today vs. 0.16). -Albert Ingles